+83.4%
SNOW vs TPR
+403.8%
-320.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -13.2% | +15.1% | -28.3% | -16.2% |
| 3M | -13.7% | +3.5% | -17.3% | -14.8% |
| 6M | +91.0% | +0.4% | +90.5% | +88.1% |
| YTD | +32.7% | +4.6% | +28.1% | +25.8% |
| 1Y | +13.3% | +33.1% | -19.8% | -1.8% |
| 3Y | +83.4% | +396.0% | -312.6% | -7.2% |
| All | +83.4% | +403.8% | -320.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling